FIN 618 - Fixed Income

★ 3 (fi 6)(EITHER, 3-0-0)

Faculty of Business

This course covers markets for interest rate-paying securities. The valuation of such securities will be covered, as will tools and techniques for the management of interest rate risk. This will include a discussion of the pricing and uses of various interest rate derivative securities, such as swaps, options on swaps (swaptions), futures, and forward rate agreements. Further, aspects of the underwriting process, of interest to potential issuers of such securities, will be discussed. Prerequisite: FIN 601 or FIN 501 or FIN 503.

Winter Term 2024

Lectures

Section Capacity Class times Instructor(s)
LECTURE X50
(17020)
Download syllabus
30
2024-01-08 - 2024-04-12 (R)
18:00 - 21:00
BUS B-05
Primary Instructor: Gary Smith

Winter Term 2025

Lectures

Section Capacity Class times Instructor(s)
LECTURE X50
(75732)
30
2025-01-06 - 2025-04-09 (R)
18:00 - 21:00
BUS B-09